Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323724.7564 | 290248.8609 | 33475.8955 | 104854.1891 | 33771.2694 | 71082.9197 |
Total P&L (%) | 323.7248 | 290.2489 | 33.4759 | 104.8542 | 33.7713 | 71.0829 |
Avg Daily Profit (%) | 0.1733 | 0.1554 | 0.0179 | 0.0384 | 0.0156 | 0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124622 | -99263 | -91915 | -593800 | -403619 | -222923 |
Profit Factor | 1.3099 | 1.4934 | 1.0734 | 1.0345 | 1.0188 | 1.0569 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Profitability (%) | 45.3287 | 45.5172 | 45.1389 | 45.3287 | 45.5172 | 45.1389 |
Ratio Avg Win / Avg Loss | 1.5799 | 1.7876 | 1.3045 | 1.2477 | 1.2195 | 1.2845 |
Largest Winning Trade | 106449 | 106449 | 46299 | 175608 | 175608 | 156143 |
Largest Losing Trade | -45342 | -45342 | -25459 | -176142 | -176142 | -104887 |
Avg Bars in Trades | 37 | 44 | 30 | 37 | 44 | 30 |
Avg Bars in Winners | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Losers | 27 | 37 | 16 | 27 | 37 | 16 |
Bars Traded | 10913 | 6459 | 4454 | 10913 | 6459 | 4454 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300360 | 277316 | -313612 | -324517 | -376522 | -314477 |
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{ "first_band": { "type": "dema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.6058 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.6058 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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